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  • causality_rxr_cons_d_FINAL

    Rights statement: This is the author’s version of a work that was accepted for publication in Economics Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Economics Letters, 132, 2015 DOI: 10.1016/j.econlet.2015.04.008

    Accepted author manuscript, 84.9 KB, PDF document

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Testing for linear and nonlinear Granger Causality in the real exchange rate-consumption relation

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published
<mark>Journal publication date</mark>07/2015
<mark>Journal</mark>Economics Letters
Volume132
Number of pages5
Pages (from-to)13-17
Publication StatusPublished
Early online date18/04/15
<mark>Original language</mark>English

Abstract

International real business cycle models predict a relationship between real exchange rates and consumption. This prediction is not supported by the empirical literature. In a new approach, we apply nonlinear Granger-causality tests to data for 14 OECD countries.

Bibliographic note

This is the author’s version of a work that was accepted for publication in Economics Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Economics Letters, 132, 2015 DOI: 10.1016/j.econlet.2015.04.008